Mardi Gras is all about indulging oneself. They drink too much, party too much, do anything their moral compass will allow them to do. Christians are not about indulging every whim, but obeying God. Loving Him and then others. Serving and giving are the trademarks of Christians, not indulgence and selfishness. This is also the beginning of Lent where people give up things in honor of Jesus giving up; his own life.
There are biblical characters who sought self indulgence over holiness.
Solomon
10 And whatsoever mine eyes desired I kept not from them, I withheld not my heart from any indulgence; for my heart rejoiced in all my labour: and this was my portion of all my labour. Ecclesiastes 2:10 King James Version (KJV)
Rich fool
16 And he spake a parable unto them, saying, The ground of a certain rich man brought forth plentifully: 17 And he thought within himself, saying, What shall I do, because I have no room where to bestow my fruits? 18 And he said, This will I do: I will pull down my barns, and build greater; and there will I bestow all my fruits and my goods. 19 And I will say to my soul, Soul, thou hast much goods laid up for many years; take thine ease, eat, drink, and be merry.
20 But God said unto him, Thou fool, this night thy soul shall be required of thee: then whose shall those things be, which thou hast provided? Luke 12:16-20 King James Version (KJV)